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Approximations for the Entropy for Functions of Markov Chains

✍ Scribed by John J. Birch


Book ID
125439550
Publisher
Institute of Mathematical Statistics
Year
1962
Weight
957 KB
Volume
33
Category
Article
ISSN
0003-4851

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Approximations of quasi-stationary distr
✍ L.A. Breyer; A.G. Hart πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 768 KB

consider a simple and widely used method for evaluating quasi-stationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution. We give some conditions under which the method works